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Milestone Pharmaceuticals Inc. Common Shares MIST

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T01:24:37.983Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:04:51.550515951Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T01:24:37.611408+00:00

Share price$0.69
1D-1.7%
AH$0.66$0.67$0.68$0.69$0.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMIST
Sold putSold callAH

Milestone Pharmaceuticals Inc. Common Shares options

Live interpolated MIST call and put midpoint premiums by absolute delta.Milestone Pharmaceuticals Inc. Common Shares$0.04$1.04$2.05$3.05$4.05$0.49$0.60$0.71$0.82$0.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MIST spot · $0.69MIST PRICE$0.14$0.19$0.23$0.27$0.32$0.36$0.40$0.45$0.49$0.51$0.70$0.88$1.06$1.25$2.68$3.22$3.76
Puts——
Calls——
Skew——
Implied moveBearish±$0.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ1.92762.1%199.7%
45Δ1.75766.7%180.8%1.01647.4%27.3%
50Δ1.58771.3%162.0%1.22652.3%24.4%
55Δ1.40775.9%143.2%1.42657.3%21.4%
60Δ1.23780.5%124.3%1.63662.2%18.5%
65Δ1.06785.2%105.5%1.83667.1%15.5%
70Δ0.88789.8%86.6%3.01794.2%52.0%
75Δ0.71794.4%67.8%3.66786.8%37.0%
80Δ0.54799.0%49.0%4.30779.5%21.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
1.92
IV
762.1%
B/E move
199.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
1.75
IV
766.7%
B/E move
180.8%
Puts
Pseudo strike
1.01
IV
647.4%
B/E move
27.3%

50Δ

Calls
Pseudo strike
1.58
IV
771.3%
B/E move
162.0%
Puts
Pseudo strike
1.22
IV
652.3%
B/E move
24.4%

55Δ

Calls
Pseudo strike
1.40
IV
775.9%
B/E move
143.2%
Puts
Pseudo strike
1.42
IV
657.3%
B/E move
21.4%

60Δ

Calls
Pseudo strike
1.23
IV
780.5%
B/E move
124.3%
Puts
Pseudo strike
1.63
IV
662.2%
B/E move
18.5%

65Δ

Calls
Pseudo strike
1.06
IV
785.2%
B/E move
105.5%
Puts
Pseudo strike
1.83
IV
667.1%
B/E move
15.5%

70Δ

Calls
Pseudo strike
0.88
IV
789.8%
B/E move
86.6%
Puts
Pseudo strike
3.01
IV
794.2%
B/E move
52.0%

75Δ

Calls
Pseudo strike
0.71
IV
794.4%
B/E move
67.8%
Puts
Pseudo strike
3.66
IV
786.8%
B/E move
37.0%

80Δ

Calls
Pseudo strike
0.54
IV
799.0%
B/E move
49.0%
Puts
Pseudo strike
4.30
IV
779.5%
B/E move
21.9%

Options history

IV · four-Friday blend284.05%
Daily EOD
MIST281.3%301.3%321.3%2026-10-26: 309.85%2026-10-28: 318.53%2026-10-29: 284.05%Oct 26Oct 28Oct 29
3 observations2026-10-26 — 2026-10-29
Table
DateIV (%)
309.85%
318.53%
284.05%